caa a22 4500 475769341 CHVBK 20180406123615.0 cr unu---uuuuu 170329e20000401xx s 000 0 eng 10.1007/s101070050112 doi (NATIONALLICENCE)springer-10.1007/s101070050112 A primal-dual trust-region algorithm for non-convex nonlinear programming [Elektronische Daten] [Andrew R. Conn, Nicholas I. M. Gould, Dominique Orban, Philippe L. Toint] Abstract. : A new primal-dual algorithm is proposed for the minimization of non-convex objective functions subject to general inequality and linear equality constraints. The method uses a primal-dual trust-region model to ensure descent on a suitable merit function. Convergence is proved to second-order critical points from arbitrary starting points. Numerical results are presented for general quadratic programs. Springer-Verlag Berlin Heidelberg, 2000 Conn Andrew R. IBM T.J. Watson Research Center, P.O.Box 218, Yorktown Heights, NY, USA, e-mail: arconn@watson.ibm.com, US aut Gould Nicholas I. M. Rutherford Appleton Laboratory, Computational Science and Engineering Departement, Chilton, Oxfordshire, England, e-mail: n.gould@rl.ac.uk, GB aut Orban Dominique CERFACS, 42 Avenue Gaspard Coriolis, 31057 Toulouse Cedex 1, France, e-mail: Dominique.Orban@cerfacs.fr, FR aut Toint Philippe L. Facultés Universitaires Notre-Dame de la Paix, 61, rue de Bruxelles, B-5000 Namur, Belgium, e-mail: Philippe.Toint@fundp.ac.be, BE aut https://doi.org/10.1007/s101070050112 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s101070050112 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Conn Andrew R. IBM T.J. Watson Research Center, P.O.Box 218, Yorktown Heights, NY, USA, e-mail: arconn@watson.ibm.com, US aut NATIONALLICENCE 700 1- Gould Nicholas I. M. Rutherford Appleton Laboratory, Computational Science and Engineering Departement, Chilton, Oxfordshire, England, e-mail: n.gould@rl.ac.uk, GB aut NATIONALLICENCE 700 1- Orban Dominique CERFACS, 42 Avenue Gaspard Coriolis, 31057 Toulouse Cedex 1, France, e-mail: Dominique.Orban@cerfacs.fr, FR aut NATIONALLICENCE 700 1- Toint Philippe L. Facultés Universitaires Notre-Dame de la Paix, 61, rue de Bruxelles, B-5000 Namur, Belgium, e-mail: Philippe.Toint@fundp.ac.be, BE aut Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer